strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraAttack_20251204_151529
0 multin_zz1000_71001_barra_beta_topG -9.98 -35.32 -12.01 -43.82 -12.01 122.36 301.31 345.74 349.70
1 multin_zz1000_71001_barra_btop_botG -14.46 -39.81 -16.49 -48.30 -16.49 117.88 296.83 341.26 345.22
2 multin_zz1000_71001_barra_earningsyield_botG -44.72 -70.06 -46.75 -78.55 -46.75 87.62 266.58 311.00 314.96
3 multin_zz1000_71001_barra_residualvolatility_botG -67.08 -92.43 -69.11 -100.92 -69.11 65.26 244.21 288.64 292.60
4 multin_zz1000_71001_barra_leverage_botG -72.06 -97.40 -74.09 -105.90 -74.09 60.28 239.23 283.66 287.62
5 multin_zz1000_71001_barra_liquidity_topG -76.13 -101.48 -78.17 -109.97 -78.17 56.21 235.16 279.58 283.54
6 multin_zz1000_71001_barra_growth_botG -108.98 -134.33 -111.01 -142.82 -111.02 23.36 202.31 246.74 250.70
7 multin_zz1000_71001_barra_momentum_botG -119.79 -145.14 -121.82 -153.63 -121.82 12.55 191.50 235.93 239.89
8 multin_zz1000_71001_barra_nonlinearsize_botG -177.41 -202.75 -179.44 -211.25 -179.44 -45.07 133.88 178.31 182.27
9 multin_zz1000_71001_barra_size_botG -177.41 -202.75 -179.44 -211.25 -179.44 -45.07 133.88 178.31 182.27